Almost all experiments and future applications of transition metal dichalcogenide monolayers rely on a substrate for mechanical stability, which can significantly modify the optical spectra of the monolayer. Doping from the substrate might lead to the domination of the spectra by trions. Here we show by ab initio many-body theory that the negative trion (A-) splits into three excitations, with both inter-and intra-valley character, while the positive counterpart (A+) consists of only one inter-valley excitation. Furthermore, the substrate enhances the screening, which renormalizes both band gap and exciton as well as the trion-binding energies. We verify that these two effects do not perfectly cancel each other, but lead to redshifts of the excitation energies for three different substrates ranging from a wide-bandgap semiconductor up to a metal. Our results explain recently found experimental splittings of the lowest trion line as well as excitation red-shifts on substrates.